Search Results - subject:"eigenvalue"

A quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative homogeneous polynomial map

Ni, Qin; Qi, Liqun - In: Journal of Global Optimization 61 (2015) 4, pp. 627-641

In this paper we propose a quadratically convergent algorithm for finding the largest eigenvalue of a nonnegative …

Persistent link: https://www.econbiz.de/10011240898

Input-output evidence on the relative price effects of total productivity shift

Mariolis, Theodore; Rodousakis, Nikolaos; … - In: International review of applied economics 29 (2015) 2, pp. 150-163

Persistent link: https://www.econbiz.de/10010533033

On the economic interpretation of the Bródy conjecture

Gurgul, Henryk; Wójtowicz, Tomasz - In: Economic systems research : journal of the … 27 (2015) 1, pp. 122-131

Persistent link: https://www.econbiz.de/10011350219

Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A.M. Robert - School of Economics and Management, University of Aarhus - 2008

Many key macro-economic and financial variables are characterised by permanent changes in unconditional volatility. In this paper we analyse vector autoregressions with non-stationary (unconditional) volatility of a very general form, which includes single and multiple volatility breaks as...

Persistent link: https://www.econbiz.de/10005440040

On the Sum of Laplacian Eigenvalues of Graphs

Haemers, W.H.; Mohammadian, A.; Tayfeh-Rezaie, B. - Tilburg University, Center for Economic Research - 2008

AMS Subject Classification: 05C50, 15A42.

Persistent link: https://www.econbiz.de/10011092004

Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility

Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert - Økonomisk Institut, Københavns Universitet - 2008

perform very well in practice. Keywords: Co-integration; non-stationary volatility; trace and maximum eigenvalue tests; wild … conventional trace and maximum eigenvalue statistics of Johansen (1988,1991), demonstrating that the asymptotic null distributions … context by developing wild bootstrap-based implementations of Johansen�s maximum eigenvalue and trace test statistics. Our …

Persistent link: https://www.econbiz.de/10005749701

APPLICATION TECHNIQUE OF THE INVESTMENT ATTRACTIVENESS AND COMPETITIVENESS ANALYSIS OF THE ART FACILITIES TO THE SEGMENT RUSSIAN PAINTING

Pashkus, M. V. - In: Annals of marketing-mba 3 (2014) 11

This article is devoted to investment attractiveness evaluation of various art objects. The paper substantiates the use of a matrix of strategic positioning techniques of the art facilities to identify their competitive status in order to reduce market risks for potential investors. The proposed...

Persistent link: https://www.econbiz.de/10011097411

Properties and methods for finding the best rank-one approximation to higher-order tensors

Yang, Yuning; Yang, Qingzhi; Qi, Liqun - In: Computational Optimization and Applications 58 (2014) 1, pp. 105-132

least eigenvalue method after solving the relaxed models and prove its convergence. Numerical results presented in the last …

Persistent link: https://www.econbiz.de/10010896539

Adaptive sequencing of primal, dual, and design steps in simulation based optimization

Bosse, Torsten; Lehmann, Lutz; Griewank, Andreas - In: Computational Optimization and Applications 57 (2014) 3, pp. 731-760

Many researchers have used Oneshot optimization methods based on user-specified primal state iterations, the corresponding adjoint iterations, and appropriately preconditioned design steps. Our goal here is to develop heuristics for sequencing these three subtasks, in order to optimize the...

Persistent link: https://www.econbiz.de/10010896553

Distribution of the largest eigenvalue for real Wishart and Gaussian random matrices and a simple approximation for the Tracy–Widom distribution

Chiani, Marco - In: Journal of Multivariate Analysis 129 (2014) C, pp. 69-81

We derive efficient recursive formulas giving the exact distribution of the largest eigenvalue for finite dimensional …

Persistent link: https://www.econbiz.de/10010786416